+96.9%
IJH vs OUST
-64.1%
+161.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | -0.5% |
| 7D | -1.7% | +17.0% | -18.7% | -3.1% |
| 30D | -0.9% | -16.5% | +15.6% | +0.1% |
| 3M | -5.8% | -23.7% | +17.9% | -4.4% |
| 6M | -2.8% | +18.4% | -21.2% | -7.0% |
| YTD | +10.1% | +60.8% | -50.7% | +1.9% |
| 1Y | +13.8% | +44.2% | -30.4% | +6.0% |
| 3Y | +53.2% | +668.1% | -614.9% | +14.3% |
| 5Y | +33.6% | -48.8% | +82.5% | +16.5% |
| All | +96.9% | -64.1% | +161.0% | +73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded OUST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling